Bouncing skew Brownian motions (Q1745270)

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Bouncing skew Brownian motions
scientific article

    Statements

    title
    Bouncing skew Brownian motions (English)
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    author
    Arnaud Gloter
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    Miguel Martinez
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    publication date
    20 April 2018
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    zbMATH Keywords
    skew Brownian motion
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    self-similar process
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    local time
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    excursion process
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    entrance law
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    Identifiers

    Mathematics Subject Classification ID
    60G18
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    60J55
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    60J65
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    zbMATH DE Number
    6862627
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    OpenAlex ID
    W2543601435
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